Orthogonal polynomials & random matrices
Lehrstuhl Stochastik » Lehre » Wintersemester 2015/2016

Orthogonal polynomials & random matrices

Wintersemester 2015/2016 - LV-Nr. 150 285

Vorlesung
Dozenten Zeit Raum Erstmals am
Prof. H. Dette, Prof. P. Eichelsbacher Montags, 15.00 - 17.00 Uhr NA 3/24 19.10.2015

Kommentar

This lecture gives an introduction to the application of orthogonal polynomials in the theory of random matrices. It is a special class for the lecture series of the Research Training Group RTG 2131 "High-Dimensinal Phenomena in Probablity - Fluctuations and Discontinuity", but it is also very appropriate for students in the master program.

Literatur

  • Percy Deift: "Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach"
  • Madan Lal Mehta: "Random Matrices"
  • Greg Anderson, Alice Guionnet and Ofer Zeitouni: "An Introduction to Random Matrices"